## 广义线性回归模型及其在汽车保险中的应用

毕业论文关键词  广义线性回归模型    风险分级  汽车损失    汽车保险定价
Title    The generalized linear regression model and its
application in auto insurance
Abstract
The dissertation summarizes and analyses  generalized linear regression
model and basic knowledge of car insurance in detail, then outlines
automobile insurance  and generalized linear model knowledge, and
classifies the influential  factors of the insurance accident。Then we
use the basic principle of actuarial pricing to establish the whole
vehicle insurance risk classification actuarial pricing GLM model from
two aspects：loss  frequency and  economic  losses.  And give out  dispersion
the test of goodness of fit of estimate results. Listing a apply example
of auto  insurance pricing GLM model, Choose claims history data of an

insurance company as samples, Using the previous section choose  a model
on the data, make the parameter estimation and  goodness of fit, test
feasibility of model. Finally give a summary to full text.
Keywords  Generalized Linear Regression Model   Risk Classification
Auto Loss        Auto insurance pricing

1  绪论    1
1.1  论文研究背景及选题依据  .  1
1.2  国内外研究概况  .  1
1.3  本文结构  .  2
2  汽车保险定价 GLM 模型    3
2.1  传统汽车保险定价方法  .  3
2.2  汽车保险精算定价  .  4
2.3  风险分级方法  .  5
2.4  广义线性回归模型  .  6
2.5  广义线性回归模型的建立  .  7
2.5.1  汽车损失次数模型  8
2.5.2  汽车损失金额模型.  11
2.6  汽车保险精算定价 GLM模型    15
2.7  离差和拟合优度检验    17
3  汽车保险精算定价 GLM模型应用举例  .  20
3.1  数据来源说明    20
3.2  选定变量分类    20
3.3  模型选择和参数估计    20

1  绪论
1.1 论文研究背景及选题依据

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